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A jump-diffusion model for opt...
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Option pricing theory
107
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Journal of mathematical finance
International journal of theoretical and applied finance
468
The journal of futures markets
261
European journal of operational research : EJOR
257
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
245
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
227
Finance and stochastics
218
Journal of banking & finance
209
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
International journal of production research
194
Review of derivatives research
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Insurance / Mathematics & economics
153
Journal of economic dynamics & control
134
Computational economics
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Finance research letters
122
International journal of production economics
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International journal of financial engineering
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Fuzzy economic review : the review of the International Association for Fuzzy-Set Management and Economy
115
Risks : open access journal
102
Journal of business research : JBR
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Opsearch : journal of the Operational Research Society of India
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Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
85
The European journal of finance
81
Technological forecasting & social change : an international journal
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Journal of financial economics
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Asia-Pacific financial markets
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SpringerLink / Bücher
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Journal of econometrics
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Energy economics
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International journal of productivity and quality management : IJPQM
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Journal of the Operational Research Society
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Economic modelling
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Group decision and negotiation
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NBER working paper series
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International journal of logistics systems and management
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International journal of services and operations management
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ECONIS (ZBW)
107
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1
Recent developments in fuzzy sets approach in option pricing
Appadoo, Srimantoorao S.
;
Thavaneswaran, Aerambamoorthy
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010239557
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2
A real options approach to distressed property Borrower-Lender reconciliation
Moore, David J.
;
Ikromov, Nuriddin
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 73-81
Persistent link: https://www.econbiz.de/10011398644
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3
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
4
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
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5
Intrinsic prices of risk
Le, Truc
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 318-327
Persistent link: https://www.econbiz.de/10011312410
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6
The project valuation with abandonment and reset investment proportion applying real option method
Hsiao, Yi-Long
;
Chen, Li-Ling
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 309-317
Persistent link: https://www.econbiz.de/10011312411
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7
Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
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8
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Hoang, Winsor
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
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9
A contingent claim approach to bank valuation
Owoloko, Enahoro Alfred
;
Omoregbe, Nicholas Amienwan
; …
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 234-244
Persistent link: https://www.econbiz.de/10011312423
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10
Closed-form approximate solutions of window barrier options with term-structure volatility and interest rates using the boundary integral method
Hsiao, Yi-long
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10009725339
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